Pricing DataSecurities Finance

IHS Markit Pricing Data provides global securities lending data to help customers manage securities lending programmes, optimise trading performance and enhance investment decision making.

Customers

  • Investment banks
  • |
  • Custodians
  • |
  • Hedge funds
  • |
  • Asset managers
  • |
  • Insurance companies
  • |
  • Regulators

Statistics

  • $16trnlendable inventory
  • $2trnvalue on loan
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Product Summary

Our securities finance dataset covers more than $16 trillion of global securities in the lending programmes of more than 20,000 institutional funds. It includes more than ten years of history with over three million intraday transactions. Our data is sourced directly from leading industry practitioners, including prime brokers, custodians, asset managers and hedge funds.

Our securities finance offering provides insight into market sentiment and trading transparency from a macro to individual stock level. It also delivers Tri-Party Repo data and analytics to provide enhanced visibility and insight into the market for collateral cash investments, demand, pricing and usage. Collateral and funding managers of prime dealers, banks, money market funds, securities lenders, hedge funds, insurance companies and corporations can benefit from our comprehensive combination of repo and securities lending data and analytics.

    Key Benefits

    • Benchmarking

      Perform in-depth and time series analysis of key metrics for comparing and evaluating securities lending performance against the market and peers from a macro to individual security level.

    • Investment insight

      Analyse long and short fund flow activity to support investment decision making, identify potential factor turning points and manage portfolio risk adjusted returns.

    • Trading transparency

      Gain insight into market sentiment to optimise entry and exit points and support opportunity screening, price discovery and assessment of market share.

    • Risk exposure

      Screen and monitor recalls, concentration risk and potential short squeezes.

    • Collateral management

      Comprehensive stock loan and repo datafeeds to fuel collateral optimisation engines. Integrated workflow Intraday data delivery through a variety of channels, enabling flexible integration into workflows.

    • Consultancy

      Offering independent research and advice to institutions active, or considering becoming active in the securities finance market, including repo, securities lending and prime brokerage activities.

    • News and research

      Independent daily research and commentary from industry experts highlighting significant market movements, made available through multimedia channels and embedded within workflow solutions.

    Product Demo

    Thought Leadership

    • Nov 01 2017

      Q3 2017 Securities Finance Quarterly Review

      View
    • July 24 2017

      Why it pays to lend ETFs

      View
    • Jul 2017

      Q2 2017 Securities Finance Quarterly Review

      View
    • Apr 2017

      Q1 2017 Securities Finance Quarterly Review

      View
    • May 7 2014

      Q1 2014 Review: Spring cleaning

      View
    • Apr 24 2014

      Securities Lending Times 2014 Tech Guide: Markit assesses the convergence of stock loan, repo and collateral management

      View
    • Jan 29 2014

      Q4 2013 Review: Unblocking the Dam

      View
    • Nov 5 2013

      Q3 2013 Review: Tipping Point

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    • Aug 1 2013

      Q2 2013 Review: Resurging arbitrage

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    • May 10 2013

      Q1 2013 Review: Deflating asset bubbles

      View

    Toolkit Installation

      • 1. Download the latest version of the Securities Finance Toolkit for Microsoft Excel.

        For x32 Excel (on x32 or x64 Windows): MarkitToolkitSetup.zip
        For x64 Excel (on x64 Windows only): MarkitToolkitSetup64.zip

        Latest release: v9.8.0 October 2016

        System Requirements: Microsoft Windows 7 or later (32 bit or 64 bit), Microsoft Office Excel 2007 (32 bit) or later (32 and 64 bit), Microsoft Dot Net Framework 4.5 or 4.6.1

        Administrator access is required to install the Toolkit. Excel should be closed and the current version, if any, must be uninstalled prior to installing the new version.

        To access data through the toolkit, you will need your username and password as provided by msf-support@markit.com

      • 2. Check your installation. Right click here and save the spreadsheet to your computer, open the spreadsheet to check your installation has worked successfully

      • 3. Technical documentation Click here to download technical documentation.

      Events

      • Jun 21 2016

        ISLA

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      • Sep 17 2015

        European Beneficial Owners' Securities Lending & Collateral Management Conference

        View